Currently the portfolio holds SPY, so far held for a period of 63 days, and showing 2.19% return to 9/9/2013
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $354,271 which includes $60 cash and excludes $4,571 spent on fees and slippage.
REVISION: The above simulation has been revised with a slippage of 0.1% to correspond with the R2G model on P123, hence: A starting capital of $100,000 at inception on 1/2/2009 would have grown to $350,426 which includes $71 cash and excludes $9,031 spent on fees and slippage.
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